28.06.2024 17:51
Risk Parameters Change for the Securities
The following risk parameters will be changed:
Ticker | Minimum Initial Margin for the Market Risk, % (S_1_min) |
Minimum Initial Margin for the Market Risk, % (S_2_min) |
Minimum Initial Margin for the Market Risk, % (S_3_min) |
New value effective for | |||
Current value | New value | Current value | New value | Current value | New value | ||
MRKC | 50% | 56% | 75% | 81% | 95% | 101% | 03.07.2024 - 04.07.2024 |
MRKV | 33% | 39% | 50% | 56% | 75% | 81% | 03.07.2024 - 04.07.2024 |
SVCB | 33% | 37% | 50% | 54% | 75% | 79% | 05.07.2024 - 08.07.2024 |
Ticker | IR risk (downward scenario) - SECΔ_1 (Y0/Y1) | New value effective for | |
Current value | New value | ||
MRKC | 35% | 77% | 03.07.2024 - 04.07.2024 |
MRKV | 35% | 77% | 03.07.2024 - 04.07.2024 |
RENI | 35% | 77% | 04.07.2024 - 05.07.2024 |
SIBN | 35% | 77% | 05.07.2024 - 08.07.2024 |
AQUA | 35% | 77% | 05.07.2024 - 08.07.2024 |
SVCB | 35% | 77% | 05.07.2024 - 08.07.2024 |
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